+165.8%
VXUS vs AFL
+536.8%
-371.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +2.1% | +2.9% | -0.7% | +0.9% |
| 30D | -1.1% | +8.0% | -9.1% | -4.4% |
| 3M | -5.6% | +5.9% | -11.5% | -8.2% |
| 6M | -2.3% | +11.6% | -13.9% | -7.5% |
| YTD | +10.4% | +17.5% | -7.2% | +1.8% |
| 1Y | +13.1% | +13.3% | -0.2% | +5.9% |
| 3Y | +68.0% | +67.0% | +1.0% | +29.2% |
| 5Y | +45.8% | +150.6% | -104.8% | -8.6% |
| 10Y | +144.7% | +343.1% | -198.4% | +7.4% |
| All | +165.8% | +536.8% | -371.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling